Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47400.86 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46002.87 Kr¶

PnL: ---------------------------------------> -885.7 Kr¶

DD now: ---------------------------------> -2.527 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:16:17.467934'

Anic Portfolio¶

Today¶

Return: 0.192 %¶

This Week¶

Return: -1.069 %¶

Total¶

Return: 55.175 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -1.110000 782.000000 109.000000 16.200000 673.000000
SAAB B 8 0.120000 3447.200000 70.200000 2.080000 3377.000000
Nordea Bank Abp 29 0.630000 3505.520000 51.520000 1.490000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.460000 391.600000 36.600000 10.310000 355.000000
Resurs Holding 22 1.480000 602.580000 28.580000 4.980000 573.999998
Intrum 4 1.320000 552.000000 25.000000 4.740000 527.000000
Corem Property Group B 59 0.000000 598.850000 21.850000 3.790000 576.999999
Boozt 12 0.140000 1674.000000 20.000000 1.210000 1653.999996
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Swedbank A 3 0.550000 579.000000 15.000000 2.660000 564.000000
Securitas B 6 1.350000 583.920000 13.920000 2.440000 570.000000
OEM International B 7 -0.900000 541.100000 13.100000 2.480000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.120000 3.120000 1.270000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.150000 534.800000 2.800000 0.530000 532.000000
Handelsbanken A 5 0.230000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 0.780000 572.670000 -10.330000 -1.770000 582.999984
International Petroleum Corp. 5 3.530000 571.500000 -23.070000 -3.880000 594.565215
Essity B 2 0.110000 549.800000 -24.200000 -4.220000 574.000000
CTEK 13 -4.430000 507.130000 -26.870000 -5.030000 533.999999
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.860000 2750.800000 -220.200000 -7.410000 2971.000006
OX2 18 0.130000 1420.200000 -243.800000 -14.650000 1663.999992
Axfood 13 0.190000 3474.900000 -281.100000 -7.480000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46001.820000 -886.750000 -2.52947% 46888.564618

Updated:¶

'2023-01-27 11:15:44.419215'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶